trailing_drawdown

1 มิ.ย. 2022

Description:
Drawdown was a tool to measure historical risk, derived from measuring current wealth from its previous peak, casually from portfolio construction (weights allocation), will consider to having a minimum drawdown. In this indicator, the drawdown for individual assets is utilized to measure its value or percentage from its trailing peak (default to 1-yr period).

Drawdown:
drawdown = (price/peaks)-1

Feature:

• Static: display drawdown as percentage
  
• Dynamic: display drawdown as value
  

19 มิ.ย. 2022

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Update chart

Feature:

10 พ.ย. 2022

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a slight adjustment on the array, and add current-level horizontal line options

10 พ.ย. 2022

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18 พ.ค. 2023

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group and default lookback period adjustment